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/*!
Adadelta optimiser
Described in [ADADELTA: An Adaptive Learning Rate Method](https://arxiv.org/abs/1212.5701)
Pseudocode (including decoupling of weight decay):
$$
\\begin{aligned}
&\\rule{110mm}{0.4pt} \\\\
&\\textbf{input} : \\gamma \\text{ (lr)}, \\: \\theta_0 \\text{ (params)},
\\: f(\\theta) \\text{ (objective)}, \\: \\rho \\text{ (decay)},
\\: \\lambda \\text{ (weight decay)} \\\\
&\\textbf{initialize} : v_0 \\leftarrow 0 \\: \\text{ (square avg)},
\\: u_0 \\leftarrow 0 \\: \\text{ (accumulate variables)} \\\\[-1.ex]
&\\rule{110mm}{0.4pt} \\\\
&\\textbf{for} \\: t=1 \\: \\textbf{to} \\: \\ldots \\: \\textbf{do} \\\\
&\\hspace{5mm}g_t \\leftarrow \\nabla_{\\theta} f_t (\\theta_{t-1}) \\\\
&\\hspace{5mm}\\textbf{if} \\: \\lambda \\textbf{ is } \\text{Some} \\\\
&\\hspace{10mm}\\textbf{if} \\: \\textit{decoupled} \\\\
&\\hspace{15mm} \\theta_t \\leftarrow \\theta_{t-1} - \\gamma \\lambda \\theta_{t-1} \\\\
&\\hspace{10mm}\\textbf{else} \\\\
&\\hspace{15mm} g_t \\leftarrow g_t + \\lambda \\theta_{t-1} \\\\
&\\hspace{5mm} v_t \\leftarrow v_{t-1} \\rho + g^2_t (1 - \\rho) \\\\
&\\hspace{5mm}\\Delta x_t \\leftarrow \\frac{\\sqrt{u_{t-1} +
\\epsilon }}{ \\sqrt{v_t + \\epsilon} }g_t \\hspace{21mm} \\\\
&\\hspace{5mm} u_t \\leftarrow u_{t-1} \\rho +
\\Delta x^2_t (1 - \\rho) \\\\
&\\hspace{5mm}\\theta_t \\leftarrow \\theta_{t-1} - \\gamma \\Delta x_t \\\\
&\\rule{110mm}{0.4pt} \\\\[-1.ex]
&\\bf{return} \\: \\theta_t \\\\[-1.ex]
&\\rule{110mm}{0.4pt} \\\\[-1.ex]
\\end{aligned}
$$
*/
use candle_core::{Result, Var};
use candle_nn::optim::Optimizer;
use crate::{Decay, OptimParams};
/// Adadelta optimiser
///
/// Described in [ADADELTA: An Adaptive Learning Rate Method](https://arxiv.org/abs/1212.5701)
#[derive(Debug)]
pub struct Adadelta {
vars: Vec<VarAdaDelta>,
params: ParamsAdaDelta,
// avg_acc: HashMap<TensorId, (Tensor, Tensor)>,
}
#[derive(Debug)]
struct VarAdaDelta {
theta: Var,
v: Var,
u: Var,
}
/// Parameters for the Adadelta optimiser
#[derive(Clone, Debug, PartialEq, PartialOrd)]
pub struct ParamsAdaDelta {
/// Learning rate
pub lr: f64,
/// Decay
pub rho: f64,
/// Term added to the denominator to improve numerical stability
pub eps: f64,
/// Weight decay
pub weight_decay: Option<Decay>,
}
impl Default for ParamsAdaDelta {
fn default() -> Self {
Self {
lr: 1.0,
rho: 0.9,
weight_decay: None,
eps: 1e-6,
}
}
}
impl Optimizer for Adadelta {
type Config = ParamsAdaDelta;
fn new(vars: Vec<Var>, params: ParamsAdaDelta) -> Result<Self> {
let vars = vars
.into_iter()
.filter(|var| var.dtype().is_float())
.map(|var| {
let dtype = var.dtype();
let shape = var.shape();
let device = var.device();
let v = Var::zeros(shape, dtype, device)?;
let u = Var::zeros(shape, dtype, device)?;
Ok(VarAdaDelta { theta: var, v, u })
})
.collect::<Result<Vec<VarAdaDelta>>>()?;
// // Err(SGDError::NoMomentum)?;
// let mut params = params;
// params.t = 0;
Ok(Self {
vars,
params,
// avg_acc: HashMap::new(),
})
}
fn learning_rate(&self) -> f64 {
self.params.lr
}
fn step(&mut self, grads: &candle_core::backprop::GradStore) -> Result<()> {
if let Some(decay) = self.params.weight_decay {
match decay {
Decay::WeightDecay(decay) => {
for var in &self.vars {
let theta = &var.theta;
let v = &var.v;
let u = &var.u;
if let Some(grad) = grads.get(theta) {
let grad = &(grad + (decay * theta.as_tensor())?)?;
let v_next = ((v.as_tensor() * self.params.rho)?
+ (1. - self.params.rho) * grad.powf(2.)?)?;
let delta_x = (((u.as_tensor() + self.params.eps)?.powf(0.5)?)
.div(&((&v_next + self.params.eps)?.powf(0.5)?))?
* grad)?;
let u_next = ((u.as_tensor() * self.params.rho)?
+ (1. - self.params.rho) * delta_x.powf(2.)?)?;
theta.set(&theta.sub(&(delta_x * self.params.lr)?)?)?;
v.set(&v_next)?;
u.set(&u_next)?;
}
}
}
Decay::DecoupledWeightDecay(decay) => {
for var in &self.vars {
let theta = &var.theta;
let v = &var.v;
let u = &var.u;
if let Some(grad) = grads.get(theta) {
// decoupled weight decay step
theta
.set(&(theta.as_tensor() * self.params.lr.mul_add(-decay, 1.))?)?;
let v_next = ((v.as_tensor() * self.params.rho)?
+ (1. - self.params.rho) * grad.powf(2.)?)?;
let delta_x = (((u.as_tensor() + self.params.eps)?.powf(0.5)?)
.div(&((&v_next + self.params.eps)?.powf(0.5)?))?
* grad)?;
let u_next = ((u.as_tensor() * self.params.rho)?
+ (1. - self.params.rho) * delta_x.powf(2.)?)?;
theta.set(&theta.sub(&(delta_x * self.params.lr)?)?)?;
v.set(&v_next)?;
u.set(&u_next)?;
}
}
}
}
} else {
for var in &self.vars {
let theta = &var.theta;
let v = &var.v;
let u = &var.u;
if let Some(grad) = grads.get(theta) {
let v_next = ((v.as_tensor() * self.params.rho)?
+ (1. - self.params.rho) * grad.powf(2.)?)?;
let delta_x = (((u.as_tensor() + self.params.eps)?.powf(0.5)?)
.div(&((&v_next + self.params.eps)?.powf(0.5)?))?
* grad)?;
let u_next = ((u.as_tensor() * self.params.rho)?
+ (1. - self.params.rho) * delta_x.powf(2.)?)?;
theta.set(&theta.sub(&(delta_x * self.params.lr)?)?)?;
v.set(&v_next)?;
u.set(&u_next)?;
}
}
}
Ok(())
}
fn set_learning_rate(&mut self, lr: f64) {
self.params.lr = lr;
}
}
impl OptimParams for Adadelta {
fn params(&self) -> &Self::Config {
&self.params
}
fn set_params(&mut self, config: Self::Config) {
self.params = config;
}
}
impl Adadelta {
/// Return the vars being optimised
#[must_use]
pub fn into_inner(self) -> Vec<Var> {
self.vars.into_iter().map(|v| v.theta).collect()
}
// pub fn push(&mut self, var: &Var) {
// self.vars.push(var.clone());
// }
}
#[cfg(test)]
mod tests {
// use candle_core::test_utils::{to_vec0_round, to_vec2_round};
use anyhow::Result;
use assert_approx_eq::assert_approx_eq;
use candle_core::{Device, Var};
use candle_nn::Optimizer;
use super::*;
#[test]
fn lr_test() -> Result<()> {
let params = ParamsAdaDelta {
lr: 0.004,
..Default::default()
};
// Now use backprop to run a linear regression between samples and get the coefficients back.
let w = Var::new(&[[0f32, 0.]], &Device::Cpu)?;
let b = Var::new(0f32, &Device::Cpu)?;
let mut optim = Adadelta::new(vec![w.clone(), b.clone()], params)?;
assert_approx_eq!(0.004, optim.learning_rate());
optim.set_learning_rate(0.002);
assert_approx_eq!(0.002, optim.learning_rate());
Ok(())
}
#[test]
fn into_inner_test() -> Result<()> {
let params = ParamsAdaDelta::default();
let w = Var::new(&[[3f32, 1.]], &Device::Cpu)?;
let b = Var::new(-2f32, &Device::Cpu)?;
let optim = Adadelta::new(vec![w.clone(), b.clone()], params)?;
let inner = optim.into_inner();
assert_eq!(inner[0].as_tensor().to_vec2::<f32>()?, &[[3f32, 1.]]);
assert_approx_eq!(inner[1].as_tensor().to_vec0::<f32>()?, -2_f32);
Ok(())
}
#[test]
fn params_test() -> Result<()> {
let params = ParamsAdaDelta {
lr: 0.004,
..Default::default()
};
// Now use backprop to run a linear regression between samples and get the coefficients back.
let w = Var::new(&[[0f32, 0.]], &Device::Cpu)?;
let b = Var::new(0f32, &Device::Cpu)?;
let mut optim = Adadelta::new(vec![w.clone(), b.clone()], params.clone())?;
assert_eq!(params, optim.params().clone());
let new_params = ParamsAdaDelta {
lr: 0.002,
..Default::default()
};
optim.set_params(new_params.clone());
assert_eq!(new_params, optim.params().clone());
Ok(())
}
}